Index by author
Special 40th Anniversary Issue 2014; Volume 40,Issue 5
A
Asness, Clifford
- You have accessFact, Fiction, and Momentum InvestingClifford Asness, Andrea Frazzini, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075
B
Bailey, David H.
- You have accessThe Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest
Overfitting, and Non-NormalityDavid H. Bailey and Marcos López de PradoThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 94-107; DOI: https://doi.org/10.3905/jpm.2014.40.5.094
Bogle, John C.
- You have accessLightning Strikes: The Creation of Vanguard, the
First Index Mutual Fund, and the
Revolution It SpawnedJohn C. BogleThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 42-59; DOI: https://doi.org/10.3905/jpm.2014.40.5.042
Bova, Anthony
- You have accessForward Curve Shifts and Return ConvergenceMartin L. Leibowitz, Stanley Kogelman and Anthony BovaThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170
E
El-Erian, Mohamed A.
- You have accessINTRODUCTIONMohamed A. El-ErianThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 1-4; DOI: https://doi.org/10.3905/jpm.2014.40.5.001
F
Fabozzi, Frank J.
- You have accessCan We Predict Stock Market Crashes?Sergio M. Focardi and Frank J. FabozziThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 183-195; DOI: https://doi.org/10.3905/jpm.2014.40.5.183
Focardi, Sergio M.
- You have accessCan We Predict Stock Market Crashes?Sergio M. Focardi and Frank J. FabozziThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 183-195; DOI: https://doi.org/10.3905/jpm.2014.40.5.183
Frazzini, Andrea
- You have accessFact, Fiction, and Momentum InvestingClifford Asness, Andrea Frazzini, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075
Fuller, Russell J.
- You have accessThe Stable Roe Portfolio: An Alternative Equity Index
Strategy Based on Common Sense Security AnalysisRussell J. Fuller, Raife Giovinazzo and Yining TungThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135
G
Geczy, Christopher
- You have accessThe New Diversification: Open Your
Eyes to AlternativesChristopher GeczyThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 146-155; DOI: https://doi.org/10.3905/jpm.2014.40.5.146
Giovinazzo, Raife
- You have accessThe Stable Roe Portfolio: An Alternative Equity Index
Strategy Based on Common Sense Security AnalysisRussell J. Fuller, Raife Giovinazzo and Yining TungThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135
H
Harvey, Campbell R.
- You have accessEvaluating Trading StrategiesCampbell R. Harvey and Yan LiuThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 108-118; DOI: https://doi.org/10.3905/jpm.2014.40.5.108
I
Ibbotson, Roger G.
- You have accessDimensions of PopularityRoger G. Ibbotson and Thomas M. IdzorekThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 68-74; DOI: https://doi.org/10.3905/jpm.2014.40.5.068
Idzorek, Thomas M.
- You have accessDimensions of PopularityRoger G. Ibbotson and Thomas M. IdzorekThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 68-74; DOI: https://doi.org/10.3905/jpm.2014.40.5.068
Israel, Ronen
- You have accessFact, Fiction, and Momentum InvestingClifford Asness, Andrea Frazzini, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075
J
Jacobs, Bruce I.
- You have accessTen Investment Insights that MatterBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 60-67; DOI: https://doi.org/10.3905/jpm.2014.40.5.060
K
Kapito, Robert S.
- You have accessLong Lives and New StrategiesRobert S. KapitoThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 38-41; DOI: https://doi.org/10.3905/jpm.2014.40.5.038
Kinlaw, William
- You have accessThe Divergence of High- and Low-Frequency Estimation:
Causes and ConsequencesWilliam Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156
Kogelman, Stanley
- You have accessForward Curve Shifts and Return ConvergenceMartin L. Leibowitz, Stanley Kogelman and Anthony BovaThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170
Kritzman, Mark
- You have accessThe Divergence of High- and Low-Frequency Estimation:
Causes and ConsequencesWilliam Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156
L
Leibowitz, Martin L.
- You have accessForward Curve Shifts and Return ConvergenceMartin L. Leibowitz, Stanley Kogelman and Anthony BovaThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 170-182; DOI: https://doi.org/10.3905/jpm.2014.40.5.170
Levy, Kenneth N.
- You have accessTen Investment Insights that MatterBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 60-67; DOI: https://doi.org/10.3905/jpm.2014.40.5.060
Liu, Yan
- You have accessEvaluating Trading StrategiesCampbell R. Harvey and Yan LiuThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 108-118; DOI: https://doi.org/10.3905/jpm.2014.40.5.108
López de Prado, Marcos
- You have accessThe Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest
Overfitting, and Non-NormalityDavid H. Bailey and Marcos López de PradoThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 94-107; DOI: https://doi.org/10.3905/jpm.2014.40.5.094
M
Malkiel, Burton G.
- You have accessIs Smart Beta Really Smart?Burton G. MalkielThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 127-134; DOI: https://doi.org/10.3905/jpm.2014.40.5.127
Moskowitz, Tobias
- You have accessFact, Fiction, and Momentum InvestingClifford Asness, Andrea Frazzini, Ronen Israel and Tobias MoskowitzThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 75-92; DOI: https://doi.org/10.3905/jpm.2014.40.5.075
R
Reinganum, Marc R.
- You have accessAnchored in Reality or Blinded by a Paradigm: The Role
of Cap-Weighted Indices in the FutureMarc R. ReinganumThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 119-125; DOI: https://doi.org/10.3905/jpm.2014.40.5.119
S
Statman, Meir
- You have accessBehavioral Finance: Peter Bernstein and The Journal
of Portfolio ManagementMeir StatmanThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 24-37; DOI: https://doi.org/10.3905/jpm.2014.40.5.024
T
Tung, Yining
- You have accessThe Stable Roe Portfolio: An Alternative Equity Index
Strategy Based on Common Sense Security AnalysisRussell J. Fuller, Raife Giovinazzo and Yining TungThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135
Turkington, David
- You have accessThe Divergence of High- and Low-Frequency Estimation:
Causes and ConsequencesWilliam Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 (5) 156-168; DOI: https://doi.org/10.3905/jpm.2014.40.5.156
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The Journal of Portfolio Management
Vol. 40, Issue 5
Special 40th Anniversary Issue 2014